+55.4%
SGHC vs VT
+105.5%
-50.1%
-78.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | 0.0% | -1.3% | -1.2% |
| 7D | +1.2% | +0.4% | +0.8% | +0.7% |
| 30D | +6.7% | +1.0% | +5.7% | +5.5% |
| 3M | +7.7% | +2.4% | +5.3% | +4.0% |
| 6M | +21.9% | +12.0% | +9.9% | +5.1% |
| YTD | +18.0% | +15.3% | +2.7% | -1.8% |
| 1Y | +19.1% | +22.6% | -3.5% | -8.4% |
| 3Y | +291.5% | +74.7% | +216.9% | +100.2% |
| 5Y | +51.5% | +66.1% | -14.6% | -23.8% |
| All | +55.4% | +105.5% | -50.1% | -25.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1990-01-01 to 2026-09-04: compounded portfolio wealth divided by compounded VT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling